The goal of this study is to learn more about the clinical efficacy or benefit of Serostim (the Serono brand name for mammalian cell-derived human growth hormone) in the treatment of wasting associated with AIDS. Prior studies comparing Serostim with placebo have shown that Serostim is useful in increasing lean body mass (body tissue that is not bone or fat) and physical function. In this study, the clinical efficacy of Serostim will be based on change in exercise function after a specified course of treatment. An additional aim of this study is to determine the optimal, or best, dose of Serostim for the treatment of the HIV-associated wasting based on change in lean body mass.